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关于Stochastic Oscillator指标详细解释...求转飞狐公式

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发表于 2006-4-22 13:23 | 显示全部楼层 |阅读模式
Name: Stochastic Oscillator, Stochastic  
Author: MetaQuotes
Rating: Not rated
Downloaded: 223 times
Download:   Stochastic.mq4 (3.8 Kb) View
Description: The Stochastic Oscillator Technical Indicator compares where a security’s price closed relative to its price range over a given time period. The Stochastic Oscillator is displayed as two lines. The main line is called %K. The second line, called %D, is a Moving Average of %K. The %K line is usually displayed as a solid line and the %D line is usually displayed as a dotted line.

There are several ways to interpret a Stochastic Oscillator. Three popular methods include:

Buy when the Oscillator (either %K or %D) falls below a specific level (e.g., 20) and then rises above that level. Sell when the Oscillator rises above a specific level (e.g., 80) and then falls below that level;

Buy when the %K line rises above the %D line and sell when the %K line falls below the %D line;

Look for divergences. For instance: where prices are making a series of new highs and the Stochastic Oscillator is failing to surpass its previous highs.

Calculation
The Stochastic Oscillator has three variables:

%K periods (Pk). This is the number of time periods used in %K calculation. By default is 5;

%K Slowing Periods (Sk). This value controls the internal smoothing of %K. A value of 1 is considered a fast stochastic; a value of 3 is considered a slow stochastic. By default is 3;

%D periods (Pd). This is the number of time periods used when calculating a moving average of %K. By default is 3;

The formula for %K is:


%K = 100*SUM (CLOSE - MIN (LOW, Pk), Sk) / SUM (MAX (HIGH, Pk) - MIN (LOW, Pk)), Sk)

Where:
CLOSE — is today’s closing price;
MIN (LOW, Pk) — is the lowest low in Pk periods;
MAX (HIGH, Pk) — is the highest high in Pk periods.
SUM (CLOSE - MIN (LOW, Pk), Sk) — amount composed CLOSE - MIN (LOW, Pk) for period Sk;
SUM (MAX (HIGH, Pk) - MIN (LOW, Pk)), Sk) — amount composed HIGH (Pk)) - MIN (LOW, Pk) for period Sk.


The %D moving average is calculated according to the formula:


%D = SMA (%K, Pd)

Where:
Pd — is the smoothing period for %K;
SMA — is the Simple Moving Average




以上E文来自于MT4的官方网站,我根据上面的公式导入飞狐,出现调用参数不符的错误,我简单的调整了一下,发现有个括号出现了问题,得出以下的公式

K:SUM(CLOSE-MIN(LOW, Pk),Sk)/SUM(MAX(HIGH, Pk)-MIN(LOW,Pk),Sk);
D:SMA(K,Pd,1)

结果显示出的指标与MT4完全不一样!,求高手指点

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 楼主| 发表于 2006-4-22 13:34 | 显示全部楼层
#property copyright "Copyright ?2004, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net/"

#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 2
#property indicator_color1 LightSeaGreen
#property indicator_color2 Red
//---- input parameters
extern int KPeriod=5;
extern int DPeriod=3;
extern int Slowing=3;
//---- buffers
double MainBuffer[];
double SignalBuffer[];
double HighesBuffer[];
double LowesBuffer[];
//----
int draw_begin1=0;
int draw_begin2=0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   string short_name;
//---- 2 additional buffers are used for counting.
   IndicatorBuffers(4);
   SetIndexBuffer(2, HighesBuffer);
   SetIndexBuffer(3, LowesBuffer);
//---- indicator lines
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0, MainBuffer);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1, SignalBuffer);
//---- name for DataWindow and indicator subwindow label
   short_name="Sto("+KPeriod+","+DPeriod+","+Slowing+")";
   IndicatorShortName(short_name);
   SetIndexLabel(0,short_name);
   SetIndexLabel(1,"Signal");
//----
   draw_begin1=KPeriod+Slowing;
   draw_begin2=draw_begin1+DPeriod;
   SetIndexDrawBegin(0,draw_begin1);
   SetIndexDrawBegin(1,draw_begin2);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Stochastic oscillator                                            |
//+------------------------------------------------------------------+
int start()
  {
   int    i,k;
   int    counted_bars=IndicatorCounted();
   double price;
//----
   if(Bars<=draw_begin2) return(0);
//---- initial zero
   if(counted_bars<1)
     {
      for(i=1;i<=draw_begin1;i++) MainBuffer[Bars-i]=0;
      for(i=1;i<=draw_begin2;i++) SignalBuffer[Bars-i]=0;
     }
//---- minimums counting
   i=Bars-KPeriod;
   if(counted_bars>KPeriod) i=Bars-counted_bars-1;
   while(i>=0)
     {
      double min=1000000;
      k=i+KPeriod-1;
      while(k>=i)
        {
         price=Low[k];
         if(min>price) min=price;
         k--;
        }
      LowesBuffer=min;
      i--;
     }
//---- maximums counting
   i=Bars-KPeriod;
   if(counted_bars>KPeriod) i=Bars-counted_bars-1;
   while(i>=0)
     {
      double max=-1000000;
      k=i+KPeriod-1;
      while(k>=i)
        {
         price=High[k];
         if(max<price) max=price;
         k--;
        }
      HighesBuffer=max;
      i--;
     }
//---- %K line
   i=Bars-draw_begin1;
   if(counted_bars>draw_begin1) i=Bars-counted_bars-1;
   while(i>=0)
     {
      double sumlow=0.0;
      double sumhigh=0.0;
      for(k=(i+Slowing-1);k>=i;k--)
        {
         sumlow+=Close[k]-LowesBuffer[k];
         sumhigh+=HighesBuffer[k]-LowesBuffer[k];
        }
      if(sumhigh==0.0) MainBuffer=100.0;
      else MainBuffer=sumlow/sumhigh*100;
      i--;
     }
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   int limit=Bars-counted_bars;
//---- signal line is simple movimg average
   for(i=0; i<limit; i++)
      SignalBuffer=iMAOnArray(MainBuffer,Bars,DPeriod,0,MODE_SMA,i);
//----
   return(0);
  }
//+------------------------------------------------------------------+

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炉火纯青

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发表于 2006-4-22 17:34 | 显示全部楼层
飞弧有什么好的

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 楼主| 发表于 2006-4-22 21:09 | 显示全部楼层
至少我要知道这个公式是为什么,怎么来地...

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炉火纯青

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发表于 2006-4-23 11:51 | 显示全部楼层
你如果懂编程,什么怎么来的都知道

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 楼主| 发表于 2006-4-23 16:10 | 显示全部楼层
呵呵!

不懂所以要多问不是吗?!

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展露锋芒

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发表于 2007-11-20 05:04 | 显示全部楼层

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